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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 24.01.2003 N 3 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                        от 24 января 2003 г. N 3
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме  сделок  за  неделю  178.718
   млн. руб. по номиналу имела следующие параметры:
   
   ----------T--------T--------------------T-------T-------T--------¬
   ¦  Дата   ¦  Дата  ¦   Цены облигаций   ¦Доход- ¦Оборот ¦ Номер  ¦
   ¦погашения¦ торгов +------T------T------+ность  ¦ (млн. ¦выпуска ¦
   ¦         ¦        ¦ мин. ¦макс. ¦закр. ¦(%     ¦руб. по¦(справ.)¦
   ¦         ¦        ¦      ¦      ¦      ¦год.)  ¦номин.)¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦05.03.03 ¦20.01.03¦98.756¦98.809¦98.780¦ 10.21 ¦  4.85 ¦ 21161  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦21.01.03¦98.800¦98.800¦98.800¦ 10.31 ¦  0.03 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦24.01.03¦98.950¦98.970¦98.970¦  9.58 ¦  7.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦02.04.03 ¦20.01.03¦97.950¦97.970¦97.970¦ 10.53 ¦  7.00 ¦ 21162  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦22.01.03¦98.200¦98.200¦98.200¦  9.56 ¦  3.04 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦23.01.03¦98.200¦98.200¦98.200¦  9.70 ¦  2.49 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦23.04.03 ¦20.01.03¦97.300¦97.300¦97.300¦ 10.89 ¦  0.75 ¦ 21163  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦22.01.03¦97.460¦97.600¦97.600¦ 10.07 ¦  4.10 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦24.01.03¦97.685¦97.701¦97.685¦  9.71 ¦  3.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦07.05.03 ¦20.01.03¦97.150¦97.150¦97.150¦ 10.01 ¦ 40.82 ¦ 21164  ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦23.07.03 ¦20.01.03¦95.000¦95.000¦95.000¦ 10.44 ¦  4.45 ¦ 21165  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦21.01.03¦95.000¦95.000¦95.000¦ 10.50 ¦  5.00 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦22.01.03¦95.000¦95.150¦95.150¦ 10.35 ¦ 45.72 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦23.01.03¦95.150¦95.199¦95.190¦ 10.25 ¦ 33.00 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦24.01.03¦95.210¦95.260¦95.260¦ 10.18 ¦ 17.47 ¦        ¦
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ при суммарном объеме сделок  за  неделю  2908.495
   млн. руб. по номиналу имела следующие параметры:
   
   ----------T--------T------T-----------------------T------T-------T--------¬
   ¦  Дата   ¦  Дата  ¦Накоп-¦    Цены облигаций     ¦Доход-¦Оборот ¦ Номер  ¦
   ¦погашения¦ торгов ¦ленный+-------T-------T-------+ность ¦ (млн. ¦выпуска ¦
   ¦         ¦        ¦доход ¦ мин.  ¦ макс. ¦ закр. ¦(%    ¦руб. по¦(справ.)¦
   ¦         ¦        ¦(% от ¦       ¦       ¦       ¦год.) ¦номин.)¦        ¦
   ¦         ¦        ¦ном.) ¦       ¦       ¦       ¦      ¦       ¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦22.01.03 ¦20.01.03¦ 2.40 ¦ 99.991¦100.020¦100.000¦ 18.44¦  26.18¦ 27006  ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦05.02.03 ¦20.01.03¦ 2.10 ¦ 99.990¦100.019¦100.015¦  9.16¦  11.83¦ 27007  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 2.10 ¦ 99.970¦100.050¦ 99.970¦  9.44¦  16.65¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 2.10 ¦ 99.995¦100.090¦100.090¦  9.63¦  11.74¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 2.20 ¦100.005¦100.060¦100.060¦  8.22¦  24.21¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.03 ¦23.01.03¦ 8.60 ¦ 99.997¦ 99.997¦ 99.997¦  9.60¦   0.30¦ 26001  ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦21.05.03 ¦20.01.03¦ 1.70 ¦ 99.810¦ 99.830¦ 99.830¦ 10.91¦  22.50¦ 27008  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 1.70 ¦ 99.600¦ 99.820¦ 99.650¦ 11.59¦ 121.84¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 1.70 ¦ 99.746¦100.000¦100.000¦ 10.76¦  96.12¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.80 ¦ 99.920¦100.000¦100.000¦ 10.31¦   7.32¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.80 ¦ 99.885¦ 99.980¦ 99.980¦ 10.68¦  26.21¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.06.03 ¦20.01.03¦ 1.30 ¦ 99.400¦ 99.600¦ 99.600¦ 11.74¦   0.32¦ 27009  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 1.30 ¦ 99.570¦ 99.650¦ 99.627¦ 11.58¦  69.81¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 1.30 ¦ 99.700¦100.000¦100.000¦ 10.58¦ 220.68¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.40 ¦ 99.861¦100.000¦100.000¦ 10.44¦   1.44¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.40 ¦ 99.950¦ 99.960¦ 99.950¦ 10.54¦   5.97¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.08.03 ¦23.01.03¦ 2.10 ¦100.500¦100.650¦100.610¦ 11.34¦  20.00¦ 27016  ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦17.09.03 ¦20.01.03¦ 0.90 ¦ 99.200¦ 99.300¦ 99.300¦ 11.62¦  27.22¦ 27010  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 0.90 ¦ 99.151¦ 99.270¦ 99.260¦ 11.81¦ 201.36¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 1.00 ¦ 99.299¦ 99.600¦ 99.600¦ 11.14¦  60.22¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.00 ¦ 99.561¦ 99.700¦ 99.561¦ 10.95¦  45.44¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.00 ¦ 99.650¦ 99.660¦ 99.650¦ 11.03¦   7.81¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦08.10.03 ¦20.01.03¦ 0.30 ¦ 99.299¦ 99.331¦ 99.300¦ 11.56¦  10.66¦ 27011  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 0.40 ¦ 99.000¦ 99.200¦ 99.080¦ 11.71¦  18.75¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 0.40 ¦ 99.300¦ 99.600¦ 99.600¦ 11.15¦  66.20¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 0.40 ¦ 99.525¦ 99.665¦ 99.663¦ 11.00¦  53.95¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 0.40 ¦ 99.660¦ 99.740¦ 99.740¦ 10.95¦  30.12¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦19.11.03 ¦20.01.03¦ 1.70 ¦ 99.000¦ 99.659¦ 99.000¦ 10.89¦   4.10¦ 27012  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 1.70 ¦ 98.750¦ 99.452¦ 98.750¦ 11.25¦   4.01¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 1.70 ¦ 98.750¦ 99.498¦ 98.498¦ 11.33¦  36.95¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.80 ¦ 99.400¦ 99.590¦ 99.550¦ 10.97¦   8.69¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦21.01.04 ¦21.01.03¦ 2.50 ¦ 98.500¦ 98.650¦ 98.650¦ 11.99¦  13.97¦ 28001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 0.00 ¦ 98.650¦ 99.600¦ 98.900¦ 11.77¦  84.37¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 0.00 ¦ 98.850¦ 99.000¦ 98.999¦ 11.63¦   4.47¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 0.10 ¦ 98.700¦ 99.100¦ 99.100¦ 11.76¦   0.70¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.02.04 ¦20.01.03¦ 2.47 ¦100.300¦100.350¦100.300¦ 12.19¦  20.00¦ 27015  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 2.53 ¦100.430¦100.650¦100.650¦ 11.98¦  21.86¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 2.60 ¦100.600¦100.750¦100.720¦ 11.74¦  40.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.04 ¦20.01.03¦ 8.52 ¦ 97.300¦ 97.300¦ 97.300¦ 12.59¦   2.00¦ 26002  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 8.55 ¦ 97.300¦ 97.300¦ 97.300¦ 12.60¦   4.34¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 8.63 ¦ 97.600¦ 97.600¦ 97.600¦ 12.31¦   5.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦02.06.04 ¦22.01.03¦ 1.61 ¦100.300¦100.300¦100.300¦ 12.28¦   1.05¦ 27013  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.64 ¦100.450¦100.520¦100.493¦ 12.11¦  55.79¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.68 ¦100.480¦100.490¦100.490¦ 12.11¦   1.50¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.08.04 ¦22.01.03¦ 2.53 ¦100.640¦100.698¦100.640¦ 12.04¦   0.23¦ 27017  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 2.57 ¦100.450¦100.550¦100.490¦ 12.16¦  38.05¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.12.04 ¦22.01.03¦ 1.15 ¦100.250¦100.300¦100.300¦ 12.35¦   5.04¦ 27014  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.18 ¦100.055¦100.055¦100.055¦ 12.51¦   0.13¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.05 ¦21.01.03¦ 8.55 ¦ 94.624¦ 94.900¦ 94.624¦ 12.96¦   2.61¦ 26003  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 8.58 ¦ 95.000¦ 95.000¦ 95.000¦ 12.77¦   5.80¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 8.60 ¦ 94.889¦ 94.889¦ 94.889¦ 12.84¦   0.11¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.04.05 ¦23.01.03¦ 0.04 ¦101.170¦101.250¦101.249¦ 12.66¦  51.39¦ 27021  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 0.08 ¦101.217¦101.237¦101.237¦ 12.64¦   0.69¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦14.09.05 ¦21.01.03¦ 1.30 ¦100.500¦100.700¦100.500¦ 12.83¦   2.25¦ 27018  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 1.34 ¦100.999¦101.099¦101.000¦ 12.66¦  15.72¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.38 ¦101.000¦101.105¦101.105¦ 12.62¦  27.13¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.42 ¦101.000¦101.100¦101.100¦ 12.61¦   0.80¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.11.06 ¦20.01.03¦ 2.34 ¦ 98.150¦ 99.105¦ 98.150¦ 13.22¦  90.21¦ 45001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 2.38 ¦ 98.100¦ 98.180¦ 98.144¦ 13.26¦ 168.70¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 2.42 ¦ 98.250¦ 98.300¦ 98.290¦ 13.19¦  94.91¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 2.46 ¦ 98.365¦ 98.500¦ 98.400¦ 13.14¦  60.20¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 2.49 ¦ 98.450¦ 98.500¦ 98.499¦ 13.09¦  25.27¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦10.09.08 ¦20.01.03¦ 1.27 ¦ 95.450¦ 95.550¦ 95.550¦ 13.26¦  87.98¦ 46001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦21.01.03¦ 1.30 ¦ 95.351¦ 95.500¦ 95.445¦ 13.29¦  42.01¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦22.01.03¦ 1.34 ¦ 95.390¦ 95.480¦ 95.449¦ 13.34¦  38.37¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦23.01.03¦ 1.38 ¦ 95.500¦ 96.205¦ 95.531¦ 13.24¦ 513.32¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦24.01.03¦ 1.42 ¦ 95.540¦ 95.614¦ 95.614¦ 13.21¦ 123.95¦        ¦
   L---------+--------+------+-------+-------+-------+------+-------+---------
   
                                Часть 2
   
        ОСНОВНЫЕ ХАРАКТЕРИСТИКИ БЛИЖАЙШИХ КУПОННЫХ ВЫПЛАТ ПО ОФЗ
   
   ---------T------------------------T-------T--------T-------------¬
   ¦Регистр.¦Дата выплаты ближайшего ¦Дней до¦Купонная¦Размер купона¦
   ¦ номер  ¦         купона         ¦выплаты¦ ставка ¦  в рублях   ¦
   ¦выпуска ¦                        ¦купона ¦(% год.)¦             ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25029  ¦      27.11.2003        ¦  307  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦      24.11.2003        ¦  304  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26001  ¦      15.03.2003        ¦   50  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦      15.03.2003        ¦   50  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦      15.03.2003        ¦   50  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦      27.11.2003        ¦  307  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦      24.11.2003        ¦  304  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦      25.11.2003        ¦  305  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦      27.11.2003        ¦  307  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦      28.11.2003        ¦  308  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27007  ¦      05.02.2003        ¦   12  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27008  ¦      19.02.2003        ¦   26  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27009  ¦      05.03.2003        ¦   40  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27010  ¦      19.03.2003        ¦   54  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27011  ¦      09.04.2003        ¦   75  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27012  ¦      21.05.2003        ¦  117  ¦  10.00 ¦     0.50    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦      05.03.2003        ¦   40  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦      19.03.2003        ¦   54  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦      05.02.2003        ¦   12  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27016  ¦      19.02.2003        ¦   26  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦      05.02.2003        ¦   12  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦      19.03.2003        ¦   54  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦      23.04.2003        ¦   89  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 28001  ¦      23.04.2003        ¦   89  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦      19.02.2003        ¦   26  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦      19.03.2003        ¦   54  ¦  14.00 ¦    34.90    ¦
   L--------+------------------------+-------+--------+--------------
   
                                Часть 3
   
             ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
                            ГКО - ОФЗ - ОБР
   
   ---------T--------T--------T-----T-------T------T--------T----------T---------¬
   ¦Регистр.¦Дата    ¦Дата    ¦Срок ¦Кол-во ¦Кол-во¦ Кол-во ¦  Объем   ¦Неразмещ.¦
   ¦ номер  ¦размеще-¦погаше- ¦до   ¦траншей¦дораз-¦досроч. ¦в обращ., ¦остаток, ¦
   ¦выпуска ¦ния     ¦ния     ¦пога-¦ (вк.  ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
   ¦        ¦        ¦        ¦шения¦ осн.) ¦ний   ¦        ¦          ¦         ¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21161  ¦17.07.02¦05.03.03¦   40¦   2   ¦  10  ¦        ¦  6812.778¦ 2187.222¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21162  ¦04.09.02¦02.04.03¦   68¦   1   ¦   5  ¦        ¦  3712.150¦  287.850¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21163  ¦23.10.02¦23.04.03¦   89¦   1   ¦   8  ¦        ¦  3663.739¦  336.261¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21164  ¦20.11.02¦07.05.03¦  103¦   1   ¦   1  ¦        ¦  1787.724¦ 3212.276¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21165  ¦04.12.02¦23.07.03¦  180¦   1   ¦      ¦        ¦  2805.287¦ 2194.713¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25029  ¦27.11.98¦27.11.03¦  307¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦ 1032¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26001  ¦15.03.97¦15.03.03¦   50¦   1   ¦      ¦        ¦   148.091¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦  416¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  781¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  673¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1396¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1761¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 2127¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2492¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27007  ¦19.08.98¦05.02.03¦   12¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27008  ¦19.08.98¦21.05.03¦  117¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27009  ¦19.08.98¦04.06.03¦  131¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27010  ¦19.08.98¦17.09.03¦  236¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27011  ¦19.08.98¦08.10.03¦  257¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27012  ¦14.11.99¦19.11.03¦  299¦       ¦      ¦        ¦  9115.111¦ 8491.289¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  495¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  691¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦  376¦   3   ¦  62  ¦        ¦ 16000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27016  ¦21.11.01¦20.08.03¦  208¦   1   ¦   1  ¦        ¦  5672.494¦ 6327.506¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  558¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  964¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  817¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 28001  ¦19.08.98¦21.01.04¦  362¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1391¦   5   ¦  80  ¦        ¦ 30327.634¦ 1672.366¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 2056¦   3   ¦  31  ¦        ¦ 17575.160¦ 6424.840¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦218565.040¦33871.310¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦20.01.03¦21.01.03¦22.01.03¦23.01.03¦24.01.03¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 10.46  ¦ 10.70  ¦ 10.05  ¦  9.96  ¦  9.75  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 11.03  ¦ 11.07  ¦ 10.91  ¦ 10.94  ¦ 10.94  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 13.24  ¦ 13.27  ¦ 13.26  ¦ 13.19  ¦ 13.15  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 12.20  ¦ 12.27  ¦ 12.13  ¦ 12.08  ¦ 12.09  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 10.13  ¦ 10.50  ¦ 10.32  ¦ 10.23  ¦ 10.10  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 12.59  ¦ 12.79  ¦ 12.77  ¦ 12.31  ¦ 12.31  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 13.24  ¦ 13.27  ¦ 13.25  ¦ 13.24  ¦ 13.20  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 11.68  ¦ 11.77  ¦ 11.39  ¦ 12.13  ¦ 11.35  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.31  ¦  0.03  ¦  0.27  ¦  0.18  ¦  0.14  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.11  ¦  0.37  ¦  0.31  ¦  0.02  ¦  0.27  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.41  ¦  0.49  ¦  0.28  ¦  1.18  ¦  0.31  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.08  ¦  0.28  ¦  0.41  ¦  0.21  ¦  0.10  ¦
   L--------------------------+--------+--------+--------+--------+---------
   
       --------------------------------
       <*> Рассчитывается как средняя простая  доходность  по  ГКО  и
   эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
   объемам в обращении.
       <**> Рассчитывается  как  средняя  простая доходность по ГКО и
   эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
   оборотам вторичного рынка.
   
                                Часть 5
   
          НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
   
   -----------------------T---------T---------T---------T---------T---------¬
   ¦                      ¦ 20.01.03¦ 21.01.03¦ 22.01.03¦ 23.01.03¦ 24.01.03¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦218362.80¦218362.80¦217965.87¦218443.20¦218565.04¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1897.45¦  1897.45¦  1897.45¦  1897.45¦  1897.45¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 43099.83¦ 43099.83¦ 47304.31¦ 47781.63¦ 47902.79¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦154583.84¦154583.84¦149982.44¦149982.44¦149983.12¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦220434.31¦220366.37¦219555.39¦220290.70¦220573.61¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 18333.19¦ 18334.28¦ 18354.68¦ 18356.70¦ 18374.20¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1943.06¦  1942.89¦  1947.25¦  1946.57¦  1947.83¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 42856.33¦ 42831.09¦ 46933.28¦ 47497.48¦ 47680.50¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦157301.73¦157258.11¦152320.18¦152489.95¦152571.09¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   467.02¦   465.93¦   508.53¦   509.52¦   509.10¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦    85.40¦    84.40¦    83.41¦    82.42¦    81.41¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   473.77¦   472.85¦   472.61¦   471.58¦   470.72¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1035.07¦  1033.90¦  1058.44¦  1060.73¦  1060.61¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   356.66¦   355.63¦   390.77¦   389.73¦   388.74¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается  как средний срок до погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   

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